+36.5%
WELL vs MOD
-33.0%
+69.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -21.4% | +24.3% | +2.2% |
| 7D | +9.2% | -31.3% | +40.5% | +8.3% |
| 30D | +10.6% | -46.1% | +56.7% | +9.7% |
| 3M | +7.5% | -51.1% | +58.6% | +6.6% |
| 6M | +15.0% | -62.1% | +77.1% | +13.7% |
| YTD | +35.0% | -26.2% | +61.2% | +30.9% |
| 1Y | +36.5% | -32.6% | +69.1% | +31.7% |
| All | +36.5% | -33.0% | +69.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling